This website uses cookies to provide a better user experience. Please find more information Okhere. #CCCCCC #000000

SEMINAR

7/8 Mar 2019 in Vienna

An Introduction to Economic Scenario Generators and their Validation

Thursday, 07 March 2019

  1. 08:45 - 09:00 Registration
  2. 09:00 - 09:15 Introduction & welcome (EAA)
  3. 09:15 - 10:45 Simulation of Random Numbers: Basic Recipes fom ESG Kitchen
  4. 10:45 - 11:15 Coffee Break
  5. 11:15 - 12:45 Risk Neutral ESG: Equity Modelling
  6. 12:45 - 13:45 Lunch
  7. 13:45 - 15:15 Risk-Neutral ESG: Interest Rate Modelling
  8. 15:15 - 15:45 Coffee Break
  9. 15:45 - 17:00 Real-World Scenarios: Introduction and Case Study
  10. 18:30 Dinner (approx.)

Friday, 08 March 2019

  1. 09:00 - 10:30 ESG Validation
  2. 10:30 - 11:00 Coffee Break
  3. 11:00 - 12:30 ESG Rebasing, or How You Get More For Less
  4. 12:30 - 13:30 Lunch
  5. 13:30 - 15:10 Daily Solvency Monitoring: Case Study from a UK Internal Model Firm
  6. 15:10 - 15:15 Concluding remarks, closing of seminar (EAA)

Participant Feedback

of 5 Points
​​​​

Venue & Accommodation

The seminar will take place at the

Hotel & Palais Strudlhof
Pasteurgasse 1
1090 Vienna, Austria
Phone: +43 1 319 2522
http://www.strudlhof.at/en/

We have arranged special prices for accommodation. The special rate is 99 € per night including breakfast, VAT and wireless LAN. It is valid for bookings by 19 February 2019 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel by sending an e-mail to hotel@strudlhof.at, and note the hotel’s cancellation policy.

​Sponsor

CLASSIC Sponsor of the Seminar

​​​